Financial derivative and energy market valuation : theory and implementation in MATLAB / / Michael Mastro.
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| Year of Publication: | 2013 |
| Language: | English |
| Online Access: | |
| Physical Description: | viii, 649 p. :; ill. |
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| 008 | 120823s2013 njua sb 001 0 eng d | ||
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| 020 | |z 9781118487716 (cloth) | ||
| 020 | |z 9781118355114 | ||
| 020 | |a 9781118583586 (electronic bk.) | ||
| 035 | |a (MiAaPQ)5001132528 | ||
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| 040 | |a MiAaPQ |c MiAaPQ |d MiAaPQ | ||
| 050 | 4 | |a HG6024.A3 |b M3774 2013 | |
| 082 | 0 | 4 | |a 332.64/57 |2 23 |
| 100 | 1 | |a Mastro, Michael A., |d 1975- | |
| 245 | 1 | 0 | |a Financial derivative and energy market valuation |h [electronic resource] : |b theory and implementation in MATLAB / |c Michael Mastro. |
| 260 | |a Hoboken, N.J. : |b Wiey, |c 2013. | ||
| 300 | |a viii, 649 p. : |b ill. | ||
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Financial models -- Jump models -- Options -- Binomial trees -- Trinomial trees -- Finite difference methods -- Kalman filter -- Futures and forwards -- Non-linear and non-Gaussian Kalman filter -- Short term deviation/long term equilibrium model -- Futures and forwards options -- Fourier transform -- Fundamentals of characteristic functions -- Application of characteristic functions -- Levy processes -- Fourier based option analysis -- Fundamentals of stochastic finance -- Affine jump-diffusion processes. | |
| 533 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
| 630 | 0 | 0 | |a MATLAB. |
| 650 | 0 | |a Derivative securities. | |
| 650 | 0 | |a Energy derivatives. | |
| 655 | 4 | |a Electronic books. | |
| 710 | 2 | |a ProQuest (Firm) | |
| 856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=1132528 |z Click to View |